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Let's get real : a factor analytical approach to disaggregated business cycle dynamics

Forni, Mario - In: The review of economic studies 65 (1998) 3, pp. 453-473

Persistent link: https://www.econbiz.de/10001244373

Forni, Mario; Gambetti, Luca; Sala, Luca - In: The economic journal : the journal of the Royal … 124 (2014) 581, pp. 1168-1191

Persistent link: https://www.econbiz.de/10011310018

Noisy news in business cycles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: American economic journal : a journal of the American … 9 (2017) 4, pp. 122-152

Persistent link: https://www.econbiz.de/10011747375

Noise bubbles

Forni, Mario; Gambetti, Luca; Lippi, Marco; Sala, Luca - In: The economic journal : the journal of the Royal … 127 (2017) 604, pp. 1940-1976

Persistent link: https://www.econbiz.de/10011757853

Sufficient information in structural VARs

Forni, Mario; Gambetti, Luca - In: Journal of monetary economics 66 (2014), pp. 124-136

Persistent link: https://www.econbiz.de/10010482362

The dynamic effects of monetary policy : a structural factor model approach

Forni, Mario; Gambetti, Luca - In: Journal of monetary economics 57 (2010) 2, pp. 203-216

Persistent link: https://www.econbiz.de/10003966885

Policy and business cycle shocks : a structural factor model representation of the US economy

Forni, Mario; Gambetti, Luca - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-21

We use a dynamic factor model to provide a semi-structural representation for 101 quarterly US macroeconomic series. We find that (i) the US economy is well described by a number of structural shocks between two and five. Focusing on the four-shock specification, we identify, using sign...

Persistent link: https://www.econbiz.de/10012626760

Government spending shocks in open economy VARs

Forni, Mario; Gambetti, Luca - In: Journal of international economics 99 (2016), pp. 68-84

Persistent link: https://www.econbiz.de/10011655160

Nonlinear transmission of financial shocks : some new evidence

Forni, Mario; Gambetti, Luca; Maffei-Faccioli, Nicolò; … - In: Journal of money, credit and banking : JMCB 56 (2024) 1, pp. 5-33

Persistent link: https://www.econbiz.de/10014483200

Asymmetric effects of news through uncertainty

Forni, Mario; Gambetti, Luca; Sala, Luca - In: Macroeconomic dynamics 28 (2024) 1, pp. 74-98

Persistent link: https://www.econbiz.de/10014465383